In a large mixing bowl, whip the heavy cream until soft peaks form. Gradually add the powdered sugar and vanilla extract, continuing to whip until stiff peaks form.
In another bowl, combine the mascarpone cheese, lemon juice, and lemon zest. Gently fold the whipped cream into the mascarpone mixture until fully combined and smooth.
Dip each ladyfinger into the cooled espresso for about 2 seconds, ensuring they are soaked but not soggy.
In a 9x9-inch dish, layer half of the soaked ladyfingers on the bottom. Spread half of the lemon mascarpone mixture over the ladyfingers.
Repeat the layers with the remaining ladyfingers and the rest of the mascarpone mixture.
Cover the dish with plastic wrap and refrigerate for at least 4 hours, or overnight for best results.
Before serving, dust the top with cocoa powder for garnish.